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Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger, (2004)
Financial optimization : [in November 1989 a conference took place at The Wharton School, University of Pennsylvania on the topic of financial optimization]
Zenios, Stauros Andrea, (1995)
Bond portfolio management via stochastic programming
Bertocchi, Marida, (2006)
Testing the structure of multistage stochastic programs
Dupačová, Jitka, (2009)
Pricing nondiversifiable credit risk in the corporate Eurobond market
Abaffy, J., (2007)